| Metric | 11593746:solusd:triple_gx:zlema180_190_145 | 11593746:SOLUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 96.73% | 105.52% |
| Max Drawdown | -71.38% | -92.96% |
| Sharpe | 0.62 | 0.69 |
| Sortino | 0.96 | 1.04 |
| Payoff Ratio | 1.25 | 1.19 |
| Profit Factor | 1.15 | 1.11 |
| Common Sense Ratio | 1.42 | 1.32 |
| CPC Index | 0.67 | 0.66 |
| Tail Ratio | 1.24 | 1.2 |
| Outlier Win Ratio | 9.74 | 3.35 |
| Outlier Loss Ratio | 3.14 | 3.03 |
| Volatility (ann.) | 75.02% | 98.99% |
| R^2 | 0.57 | 0.57 |
| Calmar | 0.28 | 0.23 |
| Skew | 0.38 | 0.08 |
| Kurtosis | 20.33 | 6.48 |
| Expected Daily % | 0.05% | 0.05% |
| Expected Monthly % | 1.45% | 1.54% |
| Expected Yearly % | 18.43% | 19.73% |
| Kelly Criterion | 4.52% | 7.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.33% | -8.33% |
| Expected Shortfall (cVaR) | -6.33% | -8.33% |
| Year | 11593746:SOLUSD | 11593746:solusd:triple_gx:zlema180_190_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.09 | -57.56 | 0.65 | + |
| 2023 | 921.46 | 843.58 | 0.92 | - |
| 2024 | 85.41 | -33.78 | -0.40 | - |
| 2025 | -0.57 | -25.80 | 45.11 | - |
| Metric | 11593746:solusd:triple_gx:zlema180_190_145 | 11593746:SOLUSD |
|---|---|---|
| MTD | 0.33% | 0.33% |
| 3M | 0.56% | 15.43% |
| 6M | 10.79% | 26.77% |
| YTD | -25.8% | -0.57% |
| 1Y | -39.13% | 13.08% |
| 3Y (ann.) | 14.36% | 79.87% |
| 5Y (ann.) | 19.69% | 21.09% |
| Metric | 11593746:solusd:triple_gx:zlema180_190_145 | 11593746:SOLUSD |
|---|---|---|
| Max Drawdown | -71.38% | -92.96% |
| Longest DD Days | 677.0 | 703.0 |
| Avg. Drawdown | -17.58% | -22.36% |
| Avg. Drawdown Days | 87.0 | 104.0 |
| Recovery Factor | 1.36 | 1.14 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-05 | 2023-10-31 | -71.38 | 360 |
| 2023-12-26 | 2025-11-02 | -65.08 | 677 |
| 2022-06-07 | 2022-07-07 | -32.74 | 30 |
| 2023-11-16 | 2023-12-07 | -21.11 | 21 |
| 2022-07-08 | 2022-07-16 | -15.06 | 8 |
| 2023-11-11 | 2023-11-14 | -9.03 | 3 |
| 2023-12-09 | 2023-12-14 | -8.55 | 5 |
| 2022-07-20 | 2022-11-04 | -6.61 | 107 |
| 2023-12-15 | 2023-12-20 | -6.24 | 5 |
| 2023-11-02 | 2023-11-04 | -4.13 | 2 |
| Metric | 11593746:solusd:triple_gx:zlema180_190_145 | 11593746:SOLUSD |
|---|---|---|
| Best Day | 32.67% | 32.67% |
| Worst Day | -42.6% | -42.6% |
| Best Week | 43.67% | 43.67% |
| Worst Week | -51.58% | -51.66% |
| Best Month | 114.42% | 140.02% |
| Worst Month | -54.09% | -56.44% |
| Best Year | 843.58% | 921.46% |
| Worst Year | -57.56% | -89.09% |
| Avg. Up Day | 4.37% | 4.38% |
| Avg. Down Day | -3.51% | -3.69% |
| Avg. Up Week | 11.57% | 13.35% |
| Avg. Down Week | -7.58% | -8.4% |
| Avg. Up Month | 30.14% | 38.97% |
| Avg. Down Month | -17.06% | -20.07% |
| Win Days % | 47.05% | 49.93% |
| Win Month % | 48.57% | 55.32% |
| Win Week % | 46.96% | 48.0% |
| Win Quarter % | 53.33% | 56.25% |
| Win Year % | 25.0% | 50.0% |